CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0543 |
2.0663 |
0.0120 |
0.6% |
2.0515 |
| High |
2.0605 |
2.0710 |
0.0105 |
0.5% |
2.0660 |
| Low |
2.0510 |
2.0635 |
0.0125 |
0.6% |
2.0440 |
| Close |
2.0585 |
2.0704 |
0.0119 |
0.6% |
2.0585 |
| Range |
0.0095 |
0.0075 |
-0.0020 |
-21.1% |
0.0220 |
| ATR |
0.0129 |
0.0129 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
56,762 |
66,469 |
9,707 |
17.1% |
254,471 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0908 |
2.0881 |
2.0745 |
|
| R3 |
2.0833 |
2.0806 |
2.0725 |
|
| R2 |
2.0758 |
2.0758 |
2.0718 |
|
| R1 |
2.0731 |
2.0731 |
2.0711 |
2.0745 |
| PP |
2.0683 |
2.0683 |
2.0683 |
2.0690 |
| S1 |
2.0656 |
2.0656 |
2.0697 |
2.0670 |
| S2 |
2.0608 |
2.0608 |
2.0690 |
|
| S3 |
2.0533 |
2.0581 |
2.0683 |
|
| S4 |
2.0458 |
2.0506 |
2.0663 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1222 |
2.1123 |
2.0706 |
|
| R3 |
2.1002 |
2.0903 |
2.0646 |
|
| R2 |
2.0782 |
2.0782 |
2.0625 |
|
| R1 |
2.0683 |
2.0683 |
2.0605 |
2.0733 |
| PP |
2.0562 |
2.0562 |
2.0562 |
2.0586 |
| S1 |
2.0463 |
2.0463 |
2.0565 |
2.0513 |
| S2 |
2.0342 |
2.0342 |
2.0545 |
|
| S3 |
2.0122 |
2.0243 |
2.0525 |
|
| S4 |
1.9902 |
2.0023 |
2.0464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0710 |
2.0440 |
0.0270 |
1.3% |
0.0081 |
0.4% |
98% |
True |
False |
64,188 |
| 10 |
2.0995 |
2.0405 |
0.0590 |
2.8% |
0.0100 |
0.5% |
51% |
False |
False |
71,479 |
| 20 |
2.1095 |
2.0405 |
0.0690 |
3.3% |
0.0090 |
0.4% |
43% |
False |
False |
77,208 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.2% |
0.0086 |
0.4% |
55% |
False |
False |
76,464 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
5.9% |
0.0087 |
0.4% |
68% |
False |
False |
66,612 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.6% |
0.0068 |
0.3% |
71% |
False |
False |
50,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1029 |
|
2.618 |
2.0906 |
|
1.618 |
2.0831 |
|
1.000 |
2.0785 |
|
0.618 |
2.0756 |
|
HIGH |
2.0710 |
|
0.618 |
2.0681 |
|
0.500 |
2.0673 |
|
0.382 |
2.0664 |
|
LOW |
2.0635 |
|
0.618 |
2.0589 |
|
1.000 |
2.0560 |
|
1.618 |
2.0514 |
|
2.618 |
2.0439 |
|
4.250 |
2.0316 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0694 |
2.0673 |
| PP |
2.0683 |
2.0641 |
| S1 |
2.0673 |
2.0610 |
|